-55.4%
TSLL vs ARKK
+74.4%
-129.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -10.1% |
| 7D | +1.9% | +1.9% | 0.0% | -0.5% |
| 30D | +17.8% | +13.2% | +4.6% | -3.3% |
| 3M | -37.0% | +7.7% | -44.7% | -41.4% |
| 6M | -37.7% | +15.1% | -52.7% | -47.9% |
| YTD | -51.4% | +12.1% | -63.5% | -57.9% |
| 1Y | -23.4% | +14.9% | -38.3% | -35.3% |
| 3Y | -30.8% | +99.3% | -130.1% | -64.3% |
| All | -55.4% | +74.4% | -129.8% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARKK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling